The impact of monetary policy on the yield curve in the Brazilian economy
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Bibliographic InfoPaper provided by Insper Working Paper, Insper Instituto de Ensino e Pesquisa in its series Insper Working Papers with number wpe_167.
Date of creation: Oct 2009
Date of revision:
Other versions of this item:
- ARANHA, Marcel Z. & MOURA, Marcelo L., 2008. "The impact of monetary policy on the yield curve in the Brazilian economy," Insper Working Papers wpe_157, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- NEP-ALL-2009-07-28 (All new papers)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Charles T. Carlstrom & Timothy S. Fuerst, 2004. "Expected inflation and TIPS," Economic Commentary, Federal Reserve Bank of Cleveland, issue Nov.
- Marcio Gomes Pinto Garcia & Alexandre Lowenkron, 2005. "Medium run effects of short run inflation surprises: monetary policy credibility and inflation risk premium," Textos para discussÃ£o 508, Department of Economics PUC-Rio (Brazil).
- Campbell, John, 1995.
"Some Lessons from the Yield Curve,"
3163264, Harvard University Department of Economics.
- John Y. Campbell, 1995. "Some Lessons from the Yield Curve," Harvard Institute of Economic Research Working Papers 1713, Harvard - Institute of Economic Research.
- John Y. Campbell, 1995. "Some Lessons from the Yield Curve," NBER Working Papers 5031, National Bureau of Economic Research, Inc.
- Arturo Estrella, 2005. "Why Does the Yield Curve Predict Output and Inflation?," Economic Journal, Royal Economic Society, vol. 115(505), pages 722-744, 07.
- Sharon Kozicki & Gordon Sellon, 2005. "Longer-term perspectives on the yield curve and monetary policy," Economic Review, Federal Reserve Bank of Kansas City, issue Q IV, pages 5-33.
- Tao Wu, 2003. "Stylized facts on nominal term structure and business cycles: an empirical VAR study," Applied Economics, Taylor and Francis Journals, vol. 35(8), pages 901-906.
- Johansen, Soren, 1991. "Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models," Econometrica, Econometric Society, vol. 59(6), pages 1551-80, November.
- de la Torre, Augusto & Schmukler & Sergio L., 2004.
"Coping with risk through mismatches : domestic and international financial contracts for emerging economies,"
Policy Research Working Paper Series
3212, The World Bank.
- Augusto de la Torre & Sergio L. Schmukler, 2004. "Coping with Risks through Mismatches: Domestic and International Financial Contracts for Emerging Economies," International Finance, Wiley Blackwell, vol. 7(3), pages 349-390, December.
- Nelson, Charles R & Siegel, Andrew F, 1987. "Parsimonious Modeling of Yield Curves," The Journal of Business, University of Chicago Press, vol. 60(4), pages 473-89, October.
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